Non-Convex Global Optimization as an Optimal Stabilization Problem: Dynamical Properties
Abstract
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set of global minimizers. Specifically, for any tolerance , there exist parameters (discount rate) and (time horizon) such that trajectories remain within an -neighborhood of the global minimizers after some finite time . This convergence is achieved directly, without solving ergodic Hamilton-Jacobi-Bellman equations. We prove parallel results for three problem formulations: evolutive discounted, stationary discounted, and evolutive non-discounted cases. The analysis relies on occupation measures to quantify the fraction of time trajectories spend away from the minimizer set, establishing both reachability and stability properties.
Cite
@article{arxiv.2511.10815,
title = {Non-Convex Global Optimization as an Optimal Stabilization Problem: Dynamical Properties},
author = {Yuyang Huang and Dante Kalise and Hicham Kouhkouh},
journal= {arXiv preprint arXiv:2511.10815},
year = {2025}
}